-25.4%
ALB vs TPG
+20.0%
-45.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.1% |
| 7D | -8.6% | -6.5% | -2.1% | -7.5% |
| 30D | -4.0% | +0.1% | -4.1% | -4.5% |
| 3M | -17.4% | +14.5% | -31.9% | -20.1% |
| 6M | -25.4% | +17.3% | -42.7% | -29.2% |
| All | -25.4% | +20.0% | -45.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling